← zombie_alert (all companies) · LUMN (all signals) · all methodology
zombie_alert on Lumen Technologies, Inc. (LUMN)
SIC 4813 — Telephone Communications (No Radiotelephone) · CIK 18926 · default direction: long
Definition
Fires on companies with persistent negative free cash flow but still operating — 'walking dead' candidates. Useful as oversold-bounce flag.
Every time the signal fired on LUMN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-20 | 2026-02-20 | -4.85% | -9.20% | -17.11% | — | — |
| FY2022 | 2023-02-23 | 2023-02-23 | -1.39% | -10.53% | -31.58% | -34.90% | -59.00% |
| FY2020 | 2021-02-25 | 2021-02-25 | +1.15% | +10.45% | +13.81% | +19.93% | -13.63% |
| FY2019 | 2020-02-28 | 2020-02-28 | +4.31% | +1.19% | -23.41% | -15.72% | +13.49% |
| FY2018 | 2019-03-11 | 2019-03-11 | -0.97% | -2.19% | +1.54% | -15.61% | -1.65% |
| FY2017 | 2018-03-01 | 2018-03-01 | +2.91% | +5.69% | -2.55% | +7.83% | -21.59% |
Forward returns are stock returns from event date (next trading day after filing). Sign is raw stock direction; the trade direction is in the calibration table below.
Universe-wide calibration (this signal across all companies)
| Horizon | n events | Gross stock ret | Hit rate | Trade dir | Net PnL | Cost (bps) | r/σ net |
|---|---|---|---|---|---|---|---|
| 1d | 1,085 | +13881.81% | +45.90% | long | -0.60% | 28 | -0.10 |
| 5d | 1,079 | +13913.06% | +46.71% | long | -0.46% | 28 | -0.04 |
| 20d | 1,068 | -0.28% | +46.54% | long | -0.67% | 28 | -0.03 |
| 60d | 991 | +3.27% | +49.65% | long | +2.98% | 28 | +0.07 |
| 252d | 970 | +17.15% | +53.51% | long | +17.86% | 28 | +0.22 |
Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See zombie_alert methodology for the full audit.